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Model Validation Quant - Tier 1 Investment Bank

  • Job type: Permanent
  • Location: London
  • Salary: £90000 - £120000 per annum
  • Job reference: SJ - 1605 - JECY
  • Sector: Banking and Finance, Selby Jennings, Quantitative Finance
  • Date posted: 16/05/2018

Model Validation Quant - Tier 1 Investment Bank

A tier 1 investment bank is seeking to hire a VP level quantitative analyst in their model validation team here in London. The role will involve theoretical review and validation of FO pricing models for equity derivative products as well as interaction with multiple stakeholders (front office quants, quant developers and IT)

To apply for this position you will have a professional background as a quantitative analyst in a model validation function. You will also ideally have experience and knowledge of equity derivative pricing models and C++ libraries


Responsibilities will include:

- Perform theoretical review and validation of FO pricing models for equity derivative products in the independent C++ library
- Liaise with key stakeholders in the FO (traders, quants, developers etc.)
- Provide challenge to model assumptions, mathematical formulation, and implementation. 

To be considered for this opportunity you will need to demonstrate:

- Experience in validating equity derivative and hybrid pricing models
- Coding experience in C#, C++ and or Python
- A strong academic qualification (PhD or MSc) in a quantitative discipline such as financial mathematics, physics, engineering etc. 

Interviews are taking place at short notice. Applicants are invited to register their interest by applying directly to quantsemea(AT)selbyjennings(DOT)com 

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